+135.8%
IONQ vs ACM
-12.3%
+148.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.2% | -8.4% | -9.0% |
| 7D | -16.7% | +5.1% | -21.7% | -19.6% |
| 30D | -38.9% | +11.5% | -50.4% | -43.5% |
| 3M | -33.8% | -10.5% | -23.4% | -29.2% |
| 6M | -44.9% | -20.4% | -24.6% | -35.4% |
| YTD | -41.1% | -28.9% | -12.2% | -22.8% |
| 1Y | -52.3% | -48.7% | -3.6% | -12.5% |
| All | +135.8% | -12.3% | +148.1% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling